+203.4%
URI vs BWA
+91.4%
+112.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | +0.1% |
| 7D | -2.0% | +5.7% | -7.6% | -4.9% |
| 30D | -12.9% | +1.4% | -14.4% | -13.8% |
| 3M | -6.7% | -12.1% | +5.4% | -0.7% |
| 6M | +19.0% | +28.6% | -9.6% | +1.7% |
| YTD | +25.5% | +51.1% | -25.6% | -5.9% |
| 1Y | +5.5% | +55.9% | -50.3% | -22.9% |
| 3Y | +111.3% | +70.1% | +41.2% | +41.1% |
| All | +203.4% | +91.4% | +112.0% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling